NYMEX Light Sweet Crude Oil Future September 2012
Trading Metrics calculated at close of trading on 23-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
Open |
93.80 |
92.29 |
-1.51 |
-1.6% |
96.54 |
High |
93.80 |
92.29 |
-1.51 |
-1.6% |
96.70 |
Low |
91.82 |
89.90 |
-1.92 |
-2.1% |
91.80 |
Close |
92.43 |
90.50 |
-1.93 |
-2.1% |
92.34 |
Range |
1.98 |
2.39 |
0.41 |
20.7% |
4.90 |
ATR |
2.02 |
2.06 |
0.04 |
1.8% |
0.00 |
Volume |
12,105 |
24,537 |
12,432 |
102.7% |
145,280 |
|
Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.07 |
96.67 |
91.81 |
|
R3 |
95.68 |
94.28 |
91.16 |
|
R2 |
93.29 |
93.29 |
90.94 |
|
R1 |
91.89 |
91.89 |
90.72 |
91.40 |
PP |
90.90 |
90.90 |
90.90 |
90.65 |
S1 |
89.50 |
89.50 |
90.28 |
89.01 |
S2 |
88.51 |
88.51 |
90.06 |
|
S3 |
86.12 |
87.11 |
89.84 |
|
S4 |
83.73 |
84.72 |
89.19 |
|
|
Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.31 |
105.23 |
95.04 |
|
R3 |
103.41 |
100.33 |
93.69 |
|
R2 |
98.51 |
98.51 |
93.24 |
|
R1 |
95.43 |
95.43 |
92.79 |
94.52 |
PP |
93.61 |
93.61 |
93.61 |
93.16 |
S1 |
90.53 |
90.53 |
91.89 |
89.62 |
S2 |
88.71 |
88.71 |
91.44 |
|
S3 |
83.81 |
85.63 |
90.99 |
|
S4 |
78.91 |
80.73 |
89.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.78 |
89.90 |
4.88 |
5.4% |
2.04 |
2.2% |
12% |
False |
True |
25,816 |
10 |
98.50 |
89.90 |
8.60 |
9.5% |
1.99 |
2.2% |
7% |
False |
True |
27,340 |
20 |
107.12 |
89.90 |
17.22 |
19.0% |
2.06 |
2.3% |
3% |
False |
True |
28,940 |
40 |
108.19 |
89.90 |
18.29 |
20.2% |
1.95 |
2.2% |
3% |
False |
True |
26,932 |
60 |
110.87 |
89.90 |
20.97 |
23.2% |
1.90 |
2.1% |
3% |
False |
True |
23,934 |
80 |
110.87 |
89.90 |
20.97 |
23.2% |
1.79 |
2.0% |
3% |
False |
True |
22,316 |
100 |
110.87 |
89.90 |
20.97 |
23.2% |
1.73 |
1.9% |
3% |
False |
True |
19,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.45 |
2.618 |
98.55 |
1.618 |
96.16 |
1.000 |
94.68 |
0.618 |
93.77 |
HIGH |
92.29 |
0.618 |
91.38 |
0.500 |
91.10 |
0.382 |
90.81 |
LOW |
89.90 |
0.618 |
88.42 |
1.000 |
87.51 |
1.618 |
86.03 |
2.618 |
83.64 |
4.250 |
79.74 |
|
|
Fisher Pivots for day following 23-May-2012 |
Pivot |
1 day |
3 day |
R1 |
91.10 |
91.89 |
PP |
90.90 |
91.43 |
S1 |
90.70 |
90.96 |
|